+10.8%
BTDR vs HIG
+101.8%
-91.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -3.2% | -2.3% | -0.9% | -3.2% |
| 30D | +32.7% | -1.2% | +33.9% | +32.7% |
| 3M | -28.4% | +6.3% | -34.7% | -29.3% |
| 6M | +51.7% | +0.6% | +51.1% | +51.4% |
| YTD | +2.9% | +0.6% | +2.2% | +2.5% |
| 1Y | -15.5% | +6.1% | -21.6% | -17.7% |
| All | +10.8% | +101.8% | -91.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling